+1,282.5%
TSEM vs INCY
+54.2%
+1,228.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.0% |
| 7D | -4.9% | -4.2% | -0.7% | -3.9% |
| 30D | -18.7% | +0.6% | -19.3% | -18.9% |
| 3M | -18.1% | +12.6% | -30.8% | -21.4% |
| 6M | +77.1% | +28.3% | +48.8% | +64.0% |
| YTD | +80.1% | +23.0% | +57.2% | +68.8% |
| 1Y | +220.4% | +41.0% | +179.4% | +188.6% |
| 3Y | +650.1% | +88.6% | +561.5% | +512.8% |
| 5Y | +628.9% | +70.8% | +558.1% | +500.0% |
| All | +1,282.5% | +54.2% | +1,228.3% | +1,078.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling